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» How much historical data is available?
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| Author | Topic: How much historical data is available? (6 messages, Page 1 of 1) |
 FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005 |
Posted: Jul 3, 2006 06:55 PM
Msg. 1 of 6
From the FAQ:
Q: How much historical data does IQFeed provide? ANS: * 8 calendar days of tick data * 120 calendar days of minute data * 10 years of daily data * 250 weeks of weekly data * 250 months of monthly data --- However, I'm unable to retrieve anything before mid '05 in Soybeans or Corn (CH5 should be valid). Is there a 1 year cap on old futures contracts? If this is the case, I'd like to request any acceleration to the continuous contract project you can manage. :-) I was just writing a back-adjusted ratio class which will have some utility, but apparently only going back 1 year. That aside, any chance of adding a Live Cattle continuous contract? LC#? Thanks! |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005 
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Posted: Jul 5, 2006 09:14 AM
Msg. 2 of 6
There are still a couple of data issues that need to be resolved with the continuous contract project before we can make it available. These issues are currently being worked on.
The individual futures contracts only display data for the duration of that contract. For example, CU6 (september corn) will have data back to when it was first traded back in Dec 04 while CN6 (july corn) will have data back until May 04. Individual contracts are no longer displayed after they expire. I believe they "roll" (are dropped) a week after the contract expires. I see that LC# is currently bringing up the June 06 contract which expoired on the 30th. I will have the server team look into this. Edited by DTN_Steve_S on Jul 5, 2006 at 09:15 AM |
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FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005 |
Posted: Jul 5, 2006 10:23 AM
Msg. 3 of 6
Hi Steve,
"Individual contracts are no longer displayed after they expire. I believe they "roll" (are dropped) a week after the contract expires." The realtime symbol reports the symbol is unknown, but history seems to be available for a year after the contract expires. For example, history is currently available on SQ5, which expired slightly less than a year ago, but on nothing before that. Is it possible for expired futures contracts to have history for longer? Or is this data expunged from your database? If I could query history going back to contracts expiring in '00, I can put together a reasonably good historical chart for the user until the continuous contract project is complete. Thanks! |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
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Posted: Jul 5, 2006 11:33 AM
Msg. 4 of 6
Contracts are dropped from the history database one year after their last trade date.
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FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005 |
Posted: Jul 5, 2006 11:35 AM
Msg. 5 of 6
Can this be fixed to be consistent with the "10 year" policy above?
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DTN_Natalie_H -DTN Evangelist- Posts: 175 Joined: May 10, 2004 
DTN Market Access, LLC. |
Posted: Jul 24, 2006 11:07 AM
Msg. 6 of 6
The one year limitation is a result of archiving off older data to preserve space on the system.
As far as the LC# contract, server team is aware of it and working on a fix. Thanks! Natalie Hannan Natalie Hannan DTN Market Access, LLC. |
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